+95.8%
RIO vs ALK
-25.3%
+121.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | 0.0% | -0.7% | +0.6% | +0.1% |
| 30D | +4.0% | -19.2% | +23.2% | +8.2% |
| 3M | +0.1% | -1.5% | +1.7% | -0.3% |
| 6M | +12.7% | -13.1% | +25.8% | +14.0% |
| YTD | +35.6% | -16.4% | +52.0% | +37.8% |
| 1Y | +73.7% | -33.1% | +106.8% | +83.3% |
| 3Y | +93.3% | +0.6% | +92.7% | +79.4% |
| All | +95.8% | -25.3% | +121.1% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling